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Stochastic Processes and their Applications
1973 - 2025
Current editor(s): T. Mikosch From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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2025, volume 181, articles C
- Correlation structure and resonant pairs for arithmetic random waves

- Valentina Cammarota, Riccardo W. Maffucci, Domenico Marinucci and Maurizia Rossi
- Numerical approximation of SDEs with fractional noise and distributional drift

- Ludovic Goudenège, El Mehdi Haress and Alexandre Richard
- Wasserstein convergence rates for empirical measures of random subsequence of {nα}

- Bingyao Wu and Jie-Xiang Zhu
- Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation

- Aurélien Alfonsi
- Diffusive limit approximation of pure jump optimal ergodic control problems

- Marc Abeille, Bruno Bouchard and Lorenzo Croissant
- How the interplay of dormancy and selection affects the wave of advance of an advantageous gene

- Jochen Blath, Matthias Hammer, Dave Jacobi and Florian Nie
- Time changed spherical Brownian motions with longitudinal drifts

- Giacomo Ascione and Anna Vidotto
- Gradient-type estimates for the dynamic φ24-model

- Florian Kunick and Pavlos Tsatsoulis
- Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach

- Philipp König and Thomas Richthammer
- Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line

- Hua-Ming Wang and Lingyun Wang
- Spatial growth-fragmentations and excursions from hyperplanes

- William Da Silva and Juan Carlos Pardo
- Laws of the iterated logarithm for occupation times of Markov processes

- Soobin Cho, Panki Kim and Jaehun Lee
- Linking population-size-dependent and controlled branching processes

- Peter Braunsteins, Sophie Hautphenne and James Kerlidis
- Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP

- Chiara Amorino, Arnaud Gloter and Hélène Halconruy
- Filtered data based estimators for stochastic processes driven by colored noise

- Grigorios A. Pavliotis, Sebastian Reich and Andrea Zanoni
- Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise

- Renhai Wang, Hailang Bai, Pengyu Chen and Mirelson M. Freitas
- On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends

- Dan Cheng
- Convex integral functionals of càdlàg processes

- Ari-Pekka Perkkiö and Erick Treviño-Aguilar
2025, volume 180, articles C
- The isoperimetric problem for convex hulls and large deviations rate functionals of random walks

- Vladislav Vysotsky
- The site frequency spectrum for coalescing Brownian motion

- Yubo Shuai
- An ergodic theorem with weights and applications to random measures, homogenization and hydrodynamics

- Alessandra Faggionato
- Model selection for Markov random fields on graphs under a mixing condition

- Florencia Leonardi and Magno T.F. Severino
- Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus

- S. Bourguin and K. Spiliopoulos
2025, volume 179, articles C
- Rate of escape of the conditioned two-dimensional simple random walk

- Orphée Collin and Serguei Popov
- Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times

- Antonin Jacquet
- Weak convergence of continuous-state branching processes with large immigration

- Clément Foucart and Linglong Yuan
- Some remarks on the effect of the Random Batch Method on phase transition

- Arnaud Guillin, Pierre Le Bris and Pierre Monmarché
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes

- Petr Čoupek, Pavel Kříž and Bohdan Maslowski
- Dual process in the two-parameter Poisson–Dirichlet diffusion

- Robert C. Griffiths, Matteo Ruggiero, Dario Spanò and Youzhou Zhou
- Mixed orthogonality graphs for continuous-time stationary processes

- Vicky Fasen-Hartmann and Lea Schenk
- Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators

- Sheng Luo, Wenqiang Li, Xun Li and Qingmeng Wei
- Well-Posedness of the generalised Dean–Kawasaki Equation with correlated noise on bounded domains

- Shyam Popat
- L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

- Linshan Liu, Mateusz B. Majka and Pierre Monmarché
- On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift

- N.V. Krylov
- Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread

- D.C. Antonopoulou, D. Farazakis and G. Karali
- Coarsening in zero-range processes

- Inés Armendáriz, Johel Beltrán, Daniela Cuesta and Milton Jara
- Coupling by change of measure for conditional McKean–Vlasov SDEs and applications

- Xing Huang
- SDEs with two reflecting barriers driven by optional processes with regulated trajectories

- Adrian Falkowski
- Epidemics on critical random graphs with heavy-tailed degree distribution

- David Clancy
- Compound Poisson distributions for random dynamical systems using probabilistic approximations

- Lucas Amorim, Nicolai Haydn and Sandro Vaienti
- First passage percolation with recovery

- Elisabetta Candellero and Tom Garcia-Sanchez
- An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line

- Ben Hambly, Julian Meier and Andreas Søjmark
2024, volume 178, articles C
- Sharp approximation and hitting times for stochastic invasion processes

- Vincent Bansaye, Xavier Erny and Sylvie Méléard
- A mean field game approach to equilibrium consumption under external habit formation

- Lijun Bo, Shihua Wang and Xiang Yu
- Empirical optimal transport under estimated costs: Distributional limits and statistical applications

- Shayan Hundrieser, Gilles Mordant, Christoph A. Weitkamp and Axel Munk
- Non-equilibrium fluctuations for SEP(α) with open boundary

- C. Franceschini, P. Gonçalves, M. Jara and B. Salvador
- On g-expectations and filtration-consistent nonlinear expectations

- Shiqiu Zheng
- On concentration of the empirical measure for radial transport costs

- Martin Larsson, Jonghwa Park and Johannes Wiesel
- Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients

- Chenxu Pang and Xiaojie Wang
- Fisher information bounds and applications to SDEs with small noise

- Nguyen Tien Dung and Nguyen Thu Hang
- Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos

- Gi-Ren Liu
- Large deviations for slow–fast processes on connected complete Riemannian manifolds

- Yanyan Hu, Richard C. Kraaij and Fubao Xi
- Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property

- Juan J. Jiménez
- A stochastic analysis of particle systems with pairing

- Vincent Fromion, Philippe Robert and Jana Zaherddine
- Fractional stable random fields on the Sierpiński gasket

- Fabrice Baudoin and Céline Lacaux
- Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations

- Yushi Hamaguchi
- Markov chains generating random permutations and set partitions

- Dudley Stark
- Strong limit theorems for step-reinforced random walks

- Zhishui Hu and Yiting Zhang
- A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens–Pitman model

- Bernard Bercu and Stefano Favaro
- A class of processes defined in the white noise space through generalized fractional operators

- Luisa Beghin, Lorenzo Cristofaro and Yuliya Mishura
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On this page- 2025, volume 181
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Articles C
- 2025, volume 180
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Articles C
- 2025, volume 179
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Articles C
- 2024, volume 178
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Articles C
Other years2025, volume 186
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2021, volume 142
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2021, volume 131
2020, volume 130
2019, volume 129
2018, volume 128
2017, volume 127
2016, volume 126
2015, volume 125
2014, volume 124
2013, volume 123
2012, volume 122
2011, volume 121
2010, volume 120
2009, volume 119
2008, volume 118
2007, volume 117
2006, volume 116
2005, volume 115
2004, volume 114
2004, volume 113
2004, volume 112
2004, volume 111
2004, volume 110
2004, volume 109
2003, volume 108
2003, volume 107
2003, volume 106
2003, volume 105
2003, volume 104
2003, volume 103
2002, volume 102
2002, volume 101
2002, volume 99
2002, volume 98
2002, volume 97
2001, volume 96
2001, volume 95
2001, volume 94
2001, volume 93
2001, volume 92
2001, volume 91
2000, volume 90
2000, volume 89
2000, volume 88
2000, volume 87
2000, volume 86
2000, volume 85
1999, volume 84
1999, volume 83
1999, volume 82
1999, volume 81
1999, volume 80
1999, volume 79
1998, volume 78
1998, volume 77
1998, volume 76
1998, volume 75
1998, volume 74
1998, volume 73
1997, volume 72
1997, volume 71
1997, volume 70
1997, volume 69
1997, volume 68
1997, volume 67
1997, volume 66
1996, volume 65
1996, volume 64
1996, volume 63
1996, volume 62
1996, volume 61
1995, volume 60
1995, volume 59
1995, volume 58
1995, volume 57
1995, volume 56
1995, volume 55
1994, volume 54
1994, volume 53
1994, volume 52
1994, volume 51
1994, volume 50
1994, volume 49
1993, volume 48
1993, volume 47
1993, volume 46
1993, volume 45
1993, volume 44
1992, volume 43
1992, volume 42
1992, volume 41
1992, volume 40
1991, volume 39
1991, volume 38
1991, volume 37
1990, volume 36
1990, volume 35
1990, volume 34
1989, volume 33
1989, volume 32
1989, volume 31
1988, volume 30
1988, volume 29
1988, volume 28
1987, volume 27
1987, volume 26
1987, volume 25
1987, volume 24
1986, volume 23
1986, volume 22
1986, volume 21
1985, volume 21
1985, volume 20
1985, volume 19
1984, volume 18
1984, volume 17
1984, volume 16
1983, volume 15
1983, volume 14
1982, volume 13
1982, volume 12
1981, volume 12
1981, volume 11
1980, volume 10
1979, volume 9
1979, volume 8
1978, volume 8
1978, volume 7
1978, volume 6
1977, volume 6
1977, volume 5
1976, volume 4
1975, volume 3
1974, volume 2
1973, volume 1
volume 100
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On this page- 2025, volume 181
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Articles C
- 2025, volume 180
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Articles C
- 2025, volume 179
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Articles C
- 2024, volume 178
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Articles C
Other years2025, volume 186
2025, volume 185
2025, volume 184
2025, volume 183
2025, volume 182
2024, volume 177
2024, volume 176
2024, volume 175
2024, volume 174
2024, volume 173
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2023, volume 166
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2022, volume 154
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2021, volume 142
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2021, volume 139
2021, volume 138
2021, volume 137
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2021, volume 135
2021, volume 134
2021, volume 133
2021, volume 132
2021, volume 131
2020, volume 130
2019, volume 129
2018, volume 128
2017, volume 127
2016, volume 126
2015, volume 125
2014, volume 124
2013, volume 123
2012, volume 122
2011, volume 121
2010, volume 120
2009, volume 119
2008, volume 118
2007, volume 117
2006, volume 116
2005, volume 115
2004, volume 114
2004, volume 113
2004, volume 112
2004, volume 111
2004, volume 110
2004, volume 109
2003, volume 108
2003, volume 107
2003, volume 106
2003, volume 105
2003, volume 104
2003, volume 103
2002, volume 102
2002, volume 101
2002, volume 99
2002, volume 98
2002, volume 97
2001, volume 96
2001, volume 95
2001, volume 94
2001, volume 93
2001, volume 92
2001, volume 91
2000, volume 90
2000, volume 89
2000, volume 88
2000, volume 87
2000, volume 86
2000, volume 85
1999, volume 84
1999, volume 83
1999, volume 82
1999, volume 81
1999, volume 80
1999, volume 79
1998, volume 78
1998, volume 77
1998, volume 76
1998, volume 75
1998, volume 74
1998, volume 73
1997, volume 72
1997, volume 71
1997, volume 70
1997, volume 69
1997, volume 68
1997, volume 67
1997, volume 66
1996, volume 65
1996, volume 64
1996, volume 63
1996, volume 62
1996, volume 61
1995, volume 60
1995, volume 59
1995, volume 58
1995, volume 57
1995, volume 56
1995, volume 55
1994, volume 54
1994, volume 53
1994, volume 52
1994, volume 51
1994, volume 50
1994, volume 49
1993, volume 48
1993, volume 47
1993, volume 46
1993, volume 45
1993, volume 44
1992, volume 43
1992, volume 42
1992, volume 41
1992, volume 40
1991, volume 39
1991, volume 38
1991, volume 37
1990, volume 36
1990, volume 35
1990, volume 34
1989, volume 33
1989, volume 32
1989, volume 31
1988, volume 30
1988, volume 29
1988, volume 28
1987, volume 27
1987, volume 26
1987, volume 25
1987, volume 24
1986, volume 23
1986, volume 22
1986, volume 21
1985, volume 21
1985, volume 20
1985, volume 19
1984, volume 18
1984, volume 17
1984, volume 16
1983, volume 15
1983, volume 14
1982, volume 13
1982, volume 12
1981, volume 12
1981, volume 11
1980, volume 10
1979, volume 9
1979, volume 8
1978, volume 8
1978, volume 7
1978, volume 6
1977, volume 6
1977, volume 5
1976, volume 4
1975, volume 3
1974, volume 2
1973, volume 1
volume 100
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